Следене
Michail Anthropelos
Michail Anthropelos
Associate Professor, University of Piraeus, Department of Banking and Financial Management
Потвърден имейл адрес: unipi.gr - Начална страница
Заглавие
Позовавания
Позовавания
Година
Nash equilibria in optimal reinsurance bargaining
M Anthropelos, TJ Boonen
Insurance: Mathematics and Economics 93, 196-205, 2020
182020
Competition in fund management and forward relative performance criteria
M Anthropelos, T Geng, T Zariphopoulou
SIAM Journal on Financial Mathematics 13 (4), 1271-1301, 2022
172022
Equilibrium in risk-sharing games
M Anthropelos, C Kardaras
Finance and Stochastics 21 (3), 815-865, 2017
172017
ON AGENT’S AGREEMENT AND PARTIAL‐EQUILIBRIUM PRICING IN INCOMPLETE MARKETS
M Anthropelos, G Žitković
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010
162010
The effect of market power on risk-sharing
M Anthropelos
Mathematics and Financial Economics 11 (3), 323-368, 2017
142017
Forward exponential performances: Pricing and optimal risk sharing
M Anthropelos
SIAM Journal on Financial Mathematics 5 (1), 626-655, 2014
122014
Optimal investment and equilibrium pricing under ambiguity
M Anthropelos, P Schneider
arXiv preprint arXiv:2206.10489, 2022
82022
A Short Introduction to Credit Default Swaps
M Anthropelos
Also available at: http://web. xrh. unipi. gr/faculty/anthropelos/CR/Introto …, 2010
82010
Partial Equilibria with convex capital requirements: existence, uniqueness and stability
M Anthropelos, G Žitković
Annals of Finance 6 (1), 107-135, 2010
72010
The pricing of contingent claims and optimal positions in asymptotically complete markets
M Anthropelos, S Robertson, K Spiliopoulos
62017
Effective risk aversion in thin risk‐sharing markets
M Anthropelos, C Kardaras, G Vichos
Mathematical Finance 30 (4), 1565-1590, 2020
42020
An equilibrium model for spot and forward prices of commodities
M Anthropelos, M Kupper, A Papapantoleon
Mathematics of Operations Research 43 (1), 152-180, 2018
42018
Price impact under heterogeneous beliefs and restricted participation
M Anthropelos, C Kardaras
Journal of Economic Theory 215, 105774, 2024
22024
Optimal investment, derivative demand, and arbitrage under price impact
M Anthropelos, S Robertson, K Spiliopoulos
Mathematical Finance 31 (1), 3-35, 2021
22021
Long Term Causality in VIX Markets
M Anthropelos, C Bouras, ES Malmpanzi
Available at SSRN 3203029, 2017
22017
On Valuation and Investments of Pension Plans in Discrete Incomplete Markets
M Anthropelos, E Blontzou
Risks 11 (6), 103, 2023
12023
Optimal investment and derivative demand under price impact
M ANTHROPELOS, S ROBERTSON, K SPILIOPOULOS
arXiv preprint arXiv:1804.09151, 2018
12018
Contract pricing and utility sharing
M Anthropelos, NE Frangos, SZ Xanthopoulos, AN Yannacopoulos
IMA Journal of Management Mathematics 25 (3), 329-352, 2014
12014
Strategic Informed Trading and the Value of Private Information
M Anthropelos, S Robertson
arXiv preprint arXiv:2404.08757, 2024
2024
Linear Risk Sharing in Intergenerational Pension
M Anthropelos, A Chen, S Vanduffel, M Wilke
Available at SSRN 4354498, 2023
2023
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